NYMEX Natural Gas Future October 2021


Trading Metrics calculated at close of trading on 20-Sep-2021
Day Change Summary
Previous Current
17-Sep-2021 20-Sep-2021 Change Change % Previous Week
Open 5.270 5.015 -0.255 -4.8% 4.945
High 5.394 5.172 -0.222 -4.1% 5.650
Low 5.044 4.905 -0.139 -2.8% 4.879
Close 5.105 4.985 -0.120 -2.4% 5.105
Range 0.350 0.267 -0.083 -23.7% 0.771
ATR 0.239 0.241 0.002 0.8% 0.000
Volume 221,139 164,579 -56,560 -25.6% 1,054,005
Daily Pivots for day following 20-Sep-2021
Classic Woodie Camarilla DeMark
R4 5.822 5.670 5.132
R3 5.555 5.403 5.058
R2 5.288 5.288 5.034
R1 5.136 5.136 5.009 5.079
PP 5.021 5.021 5.021 4.992
S1 4.869 4.869 4.961 4.812
S2 4.754 4.754 4.936
S3 4.487 4.602 4.912
S4 4.220 4.335 4.838
Weekly Pivots for week ending 17-Sep-2021
Classic Woodie Camarilla DeMark
R4 7.524 7.086 5.529
R3 6.753 6.315 5.317
R2 5.982 5.982 5.246
R1 5.544 5.544 5.176 5.763
PP 5.211 5.211 5.211 5.321
S1 4.773 4.773 5.034 4.992
S2 4.440 4.440 4.964
S3 3.669 4.002 4.893
S4 2.898 3.231 4.681
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5.650 4.905 0.745 14.9% 0.314 6.3% 11% False True 213,509
10 5.650 4.557 1.093 21.9% 0.300 6.0% 39% False False 209,668
20 5.650 3.852 1.798 36.1% 0.249 5.0% 63% False False 185,219
40 5.650 3.751 1.899 38.1% 0.196 3.9% 65% False False 125,593
60 5.650 3.416 2.234 44.8% 0.175 3.5% 70% False False 97,481
80 5.650 2.954 2.696 54.1% 0.154 3.1% 75% False False 81,141
100 5.650 2.945 2.705 54.3% 0.137 2.7% 75% False False 69,839
120 5.650 2.658 2.992 60.0% 0.124 2.5% 78% False False 61,813
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.075
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 6.307
2.618 5.871
1.618 5.604
1.000 5.439
0.618 5.337
HIGH 5.172
0.618 5.070
0.500 5.039
0.382 5.007
LOW 4.905
0.618 4.740
1.000 4.638
1.618 4.473
2.618 4.206
4.250 3.770
Fisher Pivots for day following 20-Sep-2021
Pivot 1 day 3 day
R1 5.039 5.253
PP 5.021 5.163
S1 5.003 5.074

These figures are updated between 7pm and 10pm EST after a trading day.

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